tsoutliers (Q53994): Difference between revisions

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@@ Property / last update @@
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+Detection of outliers in time series following the     Chen and Liu (1993) <doi:10.2307/2290724> procedure.     Innovational outliers, additive outliers, level shifts,     temporary changes and seasonal level shifts are considered.
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+Javier López-de-Lacalle
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Software:53994

Latest revision as of 03:35, 22 March 2024

Detection of Outliers in Time Series

Language	Label	Description	Also known as
English	tsoutliers	Detection of Outliers in Time Series

Statements

instance of

R package

0 references

software version identifier

0.6-8

publication date

24 February 2019

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0.3

publication date

17 June 2014

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0.4

publication date

28 June 2014

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0.5

publication date

25 January 2015

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0.6-3

publication date

7 July 2016

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0.6-5

publication date

8 December 2016

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0.6-6

publication date

27 May 2017

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0.6

publication date

27 January 2015

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0.6-10

publication date

12 February 2024

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maintained by

Javier López-de-Lacalle

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programmed in

R

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last update

12 February 2024

0 references

description

Detection of outliers in time series following the Chen and Liu (1993) <doi:10.2307/2290724> procedure. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

0 references

author

Javier López-de-Lacalle

0 references

copyright license

GNU General Public License, version 2.0

0 references

imports

forecast

0 references

stats

0 references